Open AccessModified Maximum Likelihood Estimation in First-Order Autoregressive Moving Average Models with some Non-Normal Residuals
Author(s) -
Maryam Kasraie,
Abdolreza Sayyareh
Publication year - 2020
Publication title -
journal of the iranian statistical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.293
H-Index - 6
eISSN - 2538-189X
pISSN - 1726-4057
DOI - 10.52547/jirss.19.2.33
Subject(s) - autoregressive model , mathematics , maximum likelihood , star model , statistics , estimation , maximum likelihood sequence estimation , autoregressive integrated moving average , time series , economics , management
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